E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
750.00 |
742.75 |
-7.25 |
-1.0% |
769.00 |
| High |
770.25 |
743.75 |
-26.50 |
-3.4% |
773.75 |
| Low |
744.50 |
724.50 |
-20.00 |
-2.7% |
724.50 |
| Close |
746.00 |
728.25 |
-17.75 |
-2.4% |
728.25 |
| Range |
25.75 |
19.25 |
-6.50 |
-25.2% |
49.25 |
| ATR |
24.58 |
24.36 |
-0.22 |
-0.9% |
0.00 |
| Volume |
23 |
7 |
-16 |
-69.6% |
479 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
790.00 |
778.25 |
738.75 |
|
| R3 |
770.75 |
759.00 |
733.50 |
|
| R2 |
751.50 |
751.50 |
731.75 |
|
| R1 |
739.75 |
739.75 |
730.00 |
736.00 |
| PP |
732.25 |
732.25 |
732.25 |
730.25 |
| S1 |
720.50 |
720.50 |
726.50 |
716.75 |
| S2 |
713.00 |
713.00 |
724.75 |
|
| S3 |
693.75 |
701.25 |
723.00 |
|
| S4 |
674.50 |
682.00 |
717.75 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.00 |
858.25 |
755.25 |
|
| R3 |
840.75 |
809.00 |
741.75 |
|
| R2 |
791.50 |
791.50 |
737.25 |
|
| R1 |
759.75 |
759.75 |
732.75 |
751.00 |
| PP |
742.25 |
742.25 |
742.25 |
737.75 |
| S1 |
710.50 |
710.50 |
723.75 |
701.75 |
| S2 |
693.00 |
693.00 |
719.25 |
|
| S3 |
643.75 |
661.25 |
714.75 |
|
| S4 |
594.50 |
612.00 |
701.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
825.50 |
|
2.618 |
794.25 |
|
1.618 |
775.00 |
|
1.000 |
763.00 |
|
0.618 |
755.75 |
|
HIGH |
743.75 |
|
0.618 |
736.50 |
|
0.500 |
734.00 |
|
0.382 |
731.75 |
|
LOW |
724.50 |
|
0.618 |
712.50 |
|
1.000 |
705.25 |
|
1.618 |
693.25 |
|
2.618 |
674.00 |
|
4.250 |
642.75 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
734.00 |
748.75 |
| PP |
732.25 |
742.00 |
| S1 |
730.25 |
735.00 |
|